Estimating joint distributions of Markov chains

DOI10.1023/A:1013754529425zbMath1006.62070MaRDI QIDQ1600681

Anton Schick, Wolfgang Wefelmeyer

Publication date: 16 June 2002

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

zbMATH Keywords

efficient estimationstationary Markov chainsV-uniform ergodicityreversibilityempirical estimatordrift condition

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

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